Problem: I would like to use different skins, different user depending settings without changing them all time - is this possible?

Solution: Sure! Just copy in UT\System directory the file called user.ini and rename it to something memorable in this example "sniper.ini". Create a new UT shortcut and add -userini=sniper.ini then start the game. Adjust the settings as you prefer and exit game. Do this for each kind of setting you want to use and create a new shortcut with the corresponding ".ini" file for each.